Well, if you are like me a little safety conscious, then you might know that we are in a big transition right now. Disc bikes used to have lots of disadvantages, but the latest Dura Ace for instance has no weight penalty.
The one thing that is a little concerning is that some bikes are using quick release skewers to keep the wheels in place. Because there is more rotation pressure applied, in early downhill bikes, they would actually loose their wheels (yikes) because the forks were open at one end for easy changing. So mountain bikes moved to thru axles. This means that the axle is completely surround by the fork so it can't accidentally release.
If you have a bike that is a "transition" bike (like the 2016 Pinarello Dogma F6 or early Specialized bikes), then for a small weight penalty, you can get a DT Swiss RWS axle. This is a hybrid product. Basically, it is a skewer, but you it has a bolt on it, so while a QR skewers has less than 4,000 Nm of pressure, the RWS, you can crank down and get more than 5,000Nm and then remove the quick release, so you less risk of accidental release.
This is really secure because the wheel (which has a set of bearings, etc) then has an axle that goes through it. The axle itself is then secured by a "thru axle" and then you crank down on the ends to make it tight. it is not going anywhere.
The complexity is figure out exactly which RWS model of thru axle you need. There are two important dimensions. The first is the diameter of your hub's axles. They vary from 5mm to 10mm to 12mm to 15mm. You need to figure this out by going to the website of your wheel (or getting a caliper). The 12mm is most common for mountain bikes bikes.
For a quick release conversion, you need a 5mm diameter, so the 5mm RWS Family is what you need for the front. The next blizzard is figuring out which of these many systems do you actually need. So you need to answer three questions:

1. Build-in dimension: This is the length in between the axis. For a front wheel of a road bike it is typically 100mm, the actual length by the way is a bit longer, so a 100mm build-in dimension will actually be a 112mm skewer.
2. Steel vs Titanium. Ok, this is a real weight weenie thing, but the steel versions are say 7-8 grams less heavy but are twice as expensive.

So the next thing to do is to figure out what built-in dimensions you need. This is actually quite difficult to figure out as there are many standards and bike websites don't usually explain this. As usual, Sheldon Brown has a good summary for older bikes and Bikebug.com a good summary for newer one. But modern front hubs are usually, 100mm for the front. As Chain Release Cycles explains, most standard road bikes use 5mm skewers with 100mm in the front and 135mm in the rear.
For the rears things are more complicated, but typically, the most common quick release is a 135mm quick release. So if you don't want to change the 5mm axles, then you need the 5mm x 100mm RWS for the front and the 5mm x 135mm RWS in the rear. These are actually mountain bike parts, but they are the HWQASM00S2953S which is Titanium at 44 grams with a 100mm built-in and 112mm total length. And the HWQASM00S2940S which is 5mm x 135mm with 148mm of total weight at 47g. Chain Reaction Cycles does have these for $38 each, so pretty pricey but cool. If you want to save a little, the steel version is 50 grams, so 6 grams more and$26 there

## Converting your hub to a thru axle

However since you are at it, the very best thing to do is to convert your wheel set from a quick release 5mm diameter to the beefier 12mm as this will add stiffness. It does add weight and complexity though.
But if you can you want to  which can be converted by changing the hub spaces to a 142 x 12mm. For instance the DT Swiss 240 hub for the road bike quick release is a 5mm axle with a 100mm "built in dimension". You can convert some hubs to different fittings by changing the end cap, so you can convert a 5mm x 100mm quick release to a 12mm thru hub by changing the so called "end cap."
So for example to convert a DT-Swiss 240s, you need the part HWGXXX00S7000S which is essentially two caps that you put on each side of the axis. These are 12mm wide and allow the RWS 12mm thru hub to work. So the parts list for a conversion would be:

1. 2 x HWGXXX00S7000S for front and rear hubs to switch from 5mm QR to 12mm Thru Axle
2. RWS 12mm family where the HWQASM00S1460S is the 100mm Thru Axle for the front at 58 grams. So the weight penalty is pretty minimal, you are going from 44 grams to 58 grams with the thru axle.
3. HWQASM00S1459S which is a 142mm thru axle. The 135mm QR converts to this because the thru axle is longer. This is 67 grams vs 50 grams.